/*************************************************************************
Copyright 2008 by Sergey Bochkanov (ALGLIB project).

Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are
met:

- Redistributions of source code must retain the above copyright
  notice, this list of conditions and the following disclaimer.

- Redistributions in binary form must reproduce the above copyright
  notice, this list of conditions and the following disclaimer listed
  in this license in the documentation and/or other materials
  provided with the distribution.

- Neither the name of the copyright holders nor the names of its
  contributors may be used to endorse or promote products derived from
  this software without specific prior written permission.

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*************************************************************************/

#ifndef _bdss_h
#define _bdss_h

#include "ap.h"
#include "ialglib.h"

#include "tsort.h"
#include "descriptivestatistics.h"


struct cvreport
{
    double relclserror;
    double avgce;
    double rmserror;
    double avgerror;
    double avgrelerror;
};


/*************************************************************************
This set of routines (DSErrAllocate, DSErrAccumulate, DSErrFinish)
calculates different error functions (classification error, cross-entropy,
rms, avg, avg.rel errors).

1. DSErrAllocate prepares buffer.
2. DSErrAccumulate accumulates individual errors:
    * Y contains predicted output (posterior probabilities for classification)
    * DesiredY contains desired output (class number for classification)
3. DSErrFinish outputs results:
   * Buf[0] contains relative classification error (zero for regression tasks)
   * Buf[1] contains avg. cross-entropy (zero for regression tasks)
   * Buf[2] contains rms error (regression, classification)
   * Buf[3] contains average error (regression, classification)
   * Buf[4] contains average relative error (regression, classification)
   
NOTES(1):
    "NClasses>0" means that we have classification task.
    "NClasses<0" means regression task with -NClasses real outputs.

NOTES(2):
    rms. avg, avg.rel errors for classification tasks are interpreted as
    errors in posterior probabilities with respect to probabilities given
    by training/test set.

  -- ALGLIB --
     Copyright 11.01.2009 by Bochkanov Sergey
*************************************************************************/
void dserrallocate(int nclasses, ap::real_1d_array& buf);


/*************************************************************************
See DSErrAllocate for comments on this routine.

  -- ALGLIB --
     Copyright 11.01.2009 by Bochkanov Sergey
*************************************************************************/
void dserraccumulate(ap::real_1d_array& buf,
     const ap::real_1d_array& y,
     const ap::real_1d_array& desiredy);


/*************************************************************************
See DSErrAllocate for comments on this routine.

  -- ALGLIB --
     Copyright 11.01.2009 by Bochkanov Sergey
*************************************************************************/
void dserrfinish(ap::real_1d_array& buf);


/*************************************************************************

  -- ALGLIB --
     Copyright 19.05.2008 by Bochkanov Sergey
*************************************************************************/
void dsnormalize(ap::real_2d_array& xy,
     int npoints,
     int nvars,
     int& info,
     ap::real_1d_array& means,
     ap::real_1d_array& sigmas);


/*************************************************************************

  -- ALGLIB --
     Copyright 19.05.2008 by Bochkanov Sergey
*************************************************************************/
void dsnormalizec(const ap::real_2d_array& xy,
     int npoints,
     int nvars,
     int& info,
     ap::real_1d_array& means,
     ap::real_1d_array& sigmas);


/*************************************************************************

  -- ALGLIB --
     Copyright 19.05.2008 by Bochkanov Sergey
*************************************************************************/
double dsgetmeanmindistance(const ap::real_2d_array& xy,
     int npoints,
     int nvars);


/*************************************************************************

  -- ALGLIB --
     Copyright 19.05.2008 by Bochkanov Sergey
*************************************************************************/
void dstie(ap::real_1d_array& a,
     int n,
     ap::integer_1d_array& ties,
     int& tiecount,
     ap::integer_1d_array& p1,
     ap::integer_1d_array& p2);


/*************************************************************************

  -- ALGLIB --
     Copyright 11.12.2008 by Bochkanov Sergey
*************************************************************************/
void dstiefasti(ap::real_1d_array& a,
     ap::integer_1d_array& b,
     int n,
     ap::integer_1d_array& ties,
     int& tiecount);


/*************************************************************************
Optimal partition, internal subroutine.

  -- ALGLIB --
     Copyright 22.05.2008 by Bochkanov Sergey
*************************************************************************/
void dsoptimalsplit2(ap::real_1d_array a,
     ap::integer_1d_array c,
     int n,
     int& info,
     double& threshold,
     double& pal,
     double& pbl,
     double& par,
     double& pbr,
     double& cve);


/*************************************************************************
Optimal partition, internal subroutine. Fast version.

Accepts:
    A       array[0..N-1]       array of attributes     array[0..N-1]
    C       array[0..N-1]       array of class labels
    TiesBuf array[0..N]         temporaries (ties)
    CntBuf  array[0..2*NC-1]    temporaries (counts)
    Alpha                       centering factor (0<=alpha<=1, recommended value - 0.05)
    
Output:
    Info    error code (">0"=OK, "<0"=bad)
    RMS     training set RMS error
    CVRMS   leave-one-out RMS error
    
Note:
    content of all arrays is changed by subroutine

  -- ALGLIB --
     Copyright 11.12.2008 by Bochkanov Sergey
*************************************************************************/
void dsoptimalsplit2fast(ap::real_1d_array& a,
     ap::integer_1d_array& c,
     ap::integer_1d_array& tiesbuf,
     ap::integer_1d_array& cntbuf,
     int n,
     int nc,
     double alpha,
     int& info,
     double& threshold,
     double& rms,
     double& cvrms);


/*************************************************************************
Automatic non-optimal discretization, internal subroutine.

  -- ALGLIB --
     Copyright 22.05.2008 by Bochkanov Sergey
*************************************************************************/
void dssplitk(ap::real_1d_array a,
     ap::integer_1d_array c,
     int n,
     int nc,
     int kmax,
     int& info,
     ap::real_1d_array& thresholds,
     int& ni,
     double& cve);


/*************************************************************************
Automatic optimal discretization, internal subroutine.

  -- ALGLIB --
     Copyright 22.05.2008 by Bochkanov Sergey
*************************************************************************/
void dsoptimalsplitk(ap::real_1d_array a,
     ap::integer_1d_array c,
     int n,
     int nc,
     int kmax,
     int& info,
     ap::real_1d_array& thresholds,
     int& ni,
     double& cve);


#endif
